Implied Volatility Skew (90-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Microsoft Corporation (MSFT) had 90-Day Implied Volatility Skew of 0.0120 for 2024-05-02.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2081
Historical Volatility (Parkinson)	0.1619
Implied Volatility (Calls)	0.2209
Implied Volatility (Puts)	0.2317
Implied Volatility (Mean)	0.2263
Put-Call Implied Volatility Ratio	1.0492
Implied Volatility Skew	0.0120
Option Statistics
Put-Call Ratio (Volume)	0.4102
Put-Call Ratio (Open Interest)	0.5526
Forward Price	402.25
Call Breakeven Price	446.42
Put Breakeven Price	358.04
Option Breakeven Price	415.45